Yuanhua Feng
Statistics and Probability · 2001–2013
A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 6 citations into it; #7,309 of 12,932 by trust here, #9,233 by citations
Whom Yuanhua Feng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Jan Beran
- Robert F. Engle
- Peter J. Brockwell
- William S. Cleveland
- Theo Gasser
- Richard A. Davis
- S. Ling
- Ole E. Barndorff-Nielsen
- H. Muller
Who trusts Yuanhua Feng overall
Papers from Yuanhua Feng's perspective
Ordered by how strongly the researchers Yuanhua Feng trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
- Martingale Limit Theory and Its Application
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Time Series: Theory and Methods (2nd ed.).
- Robust Locally Weighted Regression and Smoothing Scatterplots
- A NOTE ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF THE GARCH MODEL
- Estimating regression functions and their derivatives by the kernel method
- Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
Their papers
- Local polynomial estimation with a FARIMA-GARCH error process (2001) — 47 citations
- Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors (2002) — 80 citations
- Long-Memory Processes: Probabilistic Properties and Statistical Methods (2013) — 365 citations
- SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE (2004) — 51 citations